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frequencyConnectedness
spilloverDY12
spilloverDY12 function
Computing spillover from a generalized fevd according to Diebold Yilmaz (2012)
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frequencyConnectedness package
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Maintainer: Tomas Krehlik
License: GPL-2
Last published: 2023-02-24
Useful links
https://github.com/tomaskrehlik/frequencyConnectedness/issues
https://github.com/tomaskrehlik/frequencyConnectedness